Question: Calculate the leverage-adjusted duration gap to four decimal places and state the FI's interest rate risk exposure of this institution. Assets Cash Loans Treasuries

Calculate the leverage-adjusted duration gap to four decimal places and state the

FI's interest rate risk exposure of this institution. Assets Cash Loans Treasuries

Calculate the leverage-adjusted duration gap to four decimal places and state the FI's interest rate risk exposure of this institution. Assets Cash Loans Treasuries Liabilities and Equity Time Deposits CDs Equity Amount $75 million $750 million $175 million $350 million $575 million $75 million Rate 12 percent 9 percent 7 percent 8 percent Duration 1.75 years 7.00 years 1.75 years 2.50 years

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